StudentT

public enum StudentT

Student T distribution

  • Returns a SSProbDistParams struct containing mean, variance, kurtosis and skewness of the Student’s T distribution.

    Throws

    SSSwiftyStatsError if df <= 0

    Declaration

    Swift

    public static func para<FPT>(degreesOfFreedom df: FPT) throws -> SSProbDistParams<FPT> where FPT : Decodable, FPT : Encodable, FPT : SSFloatingPoint

    Parameters

    df

    Degrees of freedom

  • Returns the pdf of Student’s t-distribution

    Throws

    SSSwiftyStatsError if df <= 0

    Declaration

    Swift

    public static func pdf<FPT>(t: FPT, degreesOfFreedom df: FPT, rlog: Bool! = false) throws -> FPT where FPT : Decodable, FPT : Encodable, FPT : SSFloatingPoint

    Parameters

    t

    t
    df

    Degrees of freedom
    rlog

    Return log(T_PDF(t, df))

  • Returns the cdf of Student’s t-distribution

    Throws

    SSSwiftyStatsError if df <= 0

    Declaration

    Swift

    public static func cdf<FPT>(t: FPT, degreesOfFreedom df: FPT) throws -> FPT where FPT : Decodable, FPT : Encodable, FPT : SSFloatingPoint

    Parameters

    t

    t
    df

    Degrees of freedom

  • Returns the quantile function of Student’s t-distribution adapted from: http://rapidq.phatcode.net/examples/Math

    Throws

    SSSwiftyStatsError if df <= 0 or/and p < 0 or p > 1.0

    Note

    Bisection

    Declaration

    Swift

    public static func quantile<FPT>(p: FPT, degreesOfFreedom df: FPT) throws -> FPT where FPT : Decodable, FPT : Encodable, FPT : SSFloatingPoint

    Parameters

    p

    Probability
    df

    Degrees of freedom